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30 lines
836 B
Plaintext
30 lines
836 B
Plaintext
./MonteCarloMultiGPU Starting...
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Using single CPU thread for multiple GPUs
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MonteCarloMultiGPU
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==================
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Parallelization method = streamed
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Problem scaling = weak
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Number of GPUs = 1
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Total number of options = 8192
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Number of paths = 262144
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main(): generating input data...
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main(): starting 1 host threads...
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main(): GPU statistics, streamed
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GPU Device #0: NVIDIA H100 PCIe
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Options : 8192
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Simulation paths: 262144
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Total time (ms.): 5.516000
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Note: This is elapsed time for all to compute.
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Options per sec.: 1485134.210647
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main(): comparing Monte Carlo and Black-Scholes results...
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Shutting down...
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Test Summary...
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L1 norm : 4.869781E-04
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Average reserve: 14.607882
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NOTE: The CUDA Samples are not meant for performance measurements. Results may vary when GPU Boost is enabled.
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Test passed
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